A summary of the latest financial technology news.
For years, brokers have offered suites of algorithms, each geared toward a certain strategy and outcome. Now, firms are compressing these into multifaceted algorithms that can switch between different strategies or markets in response to trading circumstances.
A summary of some of the past week’s financial technology news.
Most Innovative Market Data Project—Quantitative Brokers
The enhanced presence and a move beyond rates are a result of new CEO Ralf Roth's plans to scale Quantitative Brokers' business beyond its core interest rate futures focus.
Financial firms commonly review trading activity after the fact to improve their execution strategies. But what they’d really love to do is perform that in real time, pre-trade. Max Bowie looks at how far along market participants are in pursuit of this…
Between them, new CEO Roth and chairman Ascher have more than 50 years of experience in financial markets and technology.
Quantitative Brokers takes the best algorithmic/DMA product award, following up on its success at best TCA provider last year.
Incumbent vendors may turn the table on fintech upstarts, once regulation begins to calm down
Centana Growth Partners invests in Quantitative Brokers for its expansion plans.
Tim Bourgaize Murray explores opportunities for brokers to take on more of buy-side firms' data management burden.
Transaction-cost analysis (TCA), the process by which the quality of brokers’ executions are measured, has, over the course of the last five years, risen to prominence, to the point now where it is one of the most important criteria buy-side firms…
New algorithm, Closer, targets best execution around closing price benchmarks for market-on-close and target close futures orders.
Bolt, Strobe and Legger all will be made available on TradingScreen's electronic trading platform.
The broker-dealer will focus on CBOE Futures Exchange's Volatility Index (VIX) futures.
Agency provider adds algos to TMS.
Quantitative Brokers' Bolt and Strobe algorithms and TCA report added to REDIPlus.
A look back at the best content published across all the Waters brands.
Algo specialist seeks greater access as client base expands.
Strengthens fixed income offering.
RVQB will use QB's algorithm Legger in an end-to-end platform
A potent mixture of in-house, futures commission merchant, and boutique brokerage-provided algorithms now play a part in commodity trading advisors’ and managed futures funds’ trading activities. Tim Bourgaize Murray examines why a new cadre of…
Equities and futures microstructures have always functioned differently—and in terms of algorithmic application, the latter has always benefited from the adventures of the former. From order placement optimization to a revived debate on pricing…